+131.1%
NTAP vs S
-71.4%
+202.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.8% | -7.7% | +6.9% | +0.6% |
| 30D | -0.5% | -5.3% | +4.8% | +0.2% |
| 3M | +4.1% | +20.3% | -16.2% | +0.4% |
| 6M | +88.0% | +47.4% | +40.6% | +73.2% |
| YTD | +75.6% | +32.5% | +43.0% | +64.6% |
| 1Y | +58.9% | +9.5% | +49.4% | +53.5% |
| 3Y | +153.6% | +15.5% | +138.1% | +136.2% |
| All | +131.1% | -71.4% | +202.4% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling